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V-Lab

Leverage Shares 2X Long ABNB Daily ETF MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

74.20%

decreased by 0.57%

1 Week

74.97%

increased by 0.20%

1 Month

75.91%

increased by 1.14%

Analysis last updated: Friday, July 17, 2026 at 09:56 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ABNB Daily ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2025 to Jul 17, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.12
α

ARCH

Response to squared shocks

0.0248
0.94
β

GARCH

Volatility persistence

0.7592
3.70***

Persistence:

0.784

Half-life:

3 days